Mortgage-Backed-Securities (MBS), as the largest investment class of fixed income securities, have always been hard to price. Because of the following reasons, normal numerical me...
The paper studies the problem of distributed static parameter (vector) estimation in sensor networks with nonlinear observation models and imperfect inter-sensor communication. We...
— Multi-channel combustion data, consisting of gas pressure and two combustion chamber luminosity measurements, are investigated in the prediction of combustion instability. Wave...
Lei A. Clifton, Hujun Yin, David A. Clifton, Yang ...
Design, performance management, and capacity planning of client/server applications in the commercial enterprise depends on the ability to model these distributed applications at ...
Quantiles, also known as value-at-risk in financial applications, are important measures of random performance. Quantile sensitivities provide information on how changes in the i...